Search Results - subject:"Wavelet correlation"

Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2025

Persistent link: https://www.econbiz.de/10015371761

The temporal variability in the returns of socially responsible funds to structural oil shocks

Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Vo … - 2025

Persistent link: https://www.econbiz.de/10015374351

Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC …

Persistent link: https://www.econbiz.de/10012705417

Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19

Liu, Jiatong - In: Finance research letters 54 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472625

The impact of Twitter-based sentiment on US sectoral returns

Zeitun, Rami; Ur Rehman, Mobeen; Ahmad, Nasir; Vo Xuan Vinh - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014246833

Time-scale relationship between securitized real estate and local stock markets: Some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-23

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Persistent link: https://www.econbiz.de/10012611078

Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of risk and financial management : JRFM 12 (2019) 1/16, pp. 1-23

Persistent link: https://www.econbiz.de/10011961522

Impact of Brexit on Islamic stock markets : employing MGARCH-DCC and wavelet correlation analysis

Çıkıryel, Burak; Aslan, Hakan; Özdemir, Mücahit - In: International journal of Islamic and Middle Eastern … 15 (2022) 1, pp. 179-202

Persistent link: https://www.econbiz.de/10012884559

Multiscale volatility transmission and portfolio construction between the baltic stock markets

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina - In: Finance a úvěr 69 (2019) 2, pp. 211-235

Persistent link: https://www.econbiz.de/10012137383